+18,884.9%
AME vs PTC
+6,346.6%
+12,538.3%
-53.3%
Performance
Returns, benchmark comparison, and relative performance.
Performance by timeframe
Returns for all.
| Period | Portfolio | PTC | Excess | Alpha |
|---|---|---|---|---|
| 1D | +1.5% | -6.0% | +7.5% | +2.5% |
| 7D | +0.6% | -10.3% | +10.9% | +2.3% |
| 30D | -6.7% | +1.1% | -7.8% | -7.1% |
| 3M | +4.1% | +1.6% | +2.5% | +3.1% |
| 6M | +1.6% | -13.5% | +15.0% | +3.0% |
| YTD | +16.1% | -19.1% | +35.2% | +18.9% |
| 1Y | +27.3% | -33.9% | +61.2% | +34.6% |
| 3Y | +50.9% | -3.9% | +54.8% | +49.3% |
| 5Y | +81.4% | +6.0% | +75.3% | +75.3% |
| 10Y | +417.0% | +223.7% | +193.2% | +315.3% |
| All | +18,884.9% | +6,346.6% | +12,538.3% | +9,472.4% |
Cumulative growth
Daily Returns
Daily percentage return beside PTC.
Daily Out/Under-Performance
Portfolio return minus PTC return. Positive bars indicate outperformance.
Daily Alpha
Portfolio daily return minus β × PTC return. Early observations use the first valid beta; later observations use the trailing beta estimated for each date.
Cumulative Out/Under-Performance
Relative wealth over all: compounded portfolio wealth divided by compounded PTC wealth, less one. Both series rebase at the selected span's start.
Cumulative Alpha
Compounded beta-adjusted residual returns apply the first valid beta to early observations, then the trailing beta ending on each date.
Updating return analytics…
all analysis · Full analysis span regression · 6 months rolling